+165.5%
SITM vs HALO
+47.3%
+118.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.1% | +6.7% |
| 7D | +9.7% | +4.6% | +5.1% | +8.6% |
| 30D | +12.7% | +31.8% | -19.1% | +5.0% |
| 3M | -13.4% | +53.9% | -67.3% | -22.4% |
| 6M | +59.6% | +57.4% | +2.2% | +41.1% |
| YTD | +73.3% | +63.7% | +9.6% | +51.4% |
| 1Y | +165.5% | +50.1% | +115.4% | +142.2% |
| All | +165.5% | +47.3% | +118.3% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling